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Sunday, December 6, 2009, 4:55PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Managers AMG Essex Large Cap Growth (MGCAX)

On Dec 4: 24.89   0.01 (0.04%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 14.36% Worst 1 Yr Total Return (2008): -41.71% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MGCAX Category Alpha (against Standard Index) 0.86 2.45 Beta (against Standard Index) 0.97 1.00 Mean Annual Return -6.32 -0.24 R-squared (against Standard Index) 79 88.47 Standard Deviation 21.25 20.84 Sharpe Ratio -0.31 N/A Treynor Ratio -9.02 N/A 5 Years Statistic MGCAX Category Alpha (against Standard Index) -1.20 0.94 Beta (against Standard Index) 0.99 1.01 Mean Annual Return -1.16 0.21 R-squared (against Standard Index) 79 86.37 Standard Deviation 17.75 17.46 Sharpe Ratio -0.14 N/A Treynor Ratio -4.22 N/A 10 Years Statistic MGCAX Category Alpha (against Standard Index) -2.43 0.18 Beta (against Standard Index) 1.07 1.04 Mean Annual Return -4.88 0.04 R-squared (against Standard Index) 53 78.62 Standard Deviation 23.58 19.22 Sharpe Ratio -0.22 N/A Treynor Ratio -7.35 N/A
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